Access Statistics for Kajal Lahiri

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 145 0 0 13 482
A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 28 1 3 16 167
A Non-linear Forecast Combination Procedure for Binary Outcomes 0 0 0 24 3 3 14 99
A dynamic factor model of the coincident indicators for the US transportation sector 0 0 1 45 2 2 13 164
A note on the double k-class estimator in simultaneous equations 0 0 0 13 1 3 10 98
ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts 0 0 0 24 2 2 9 180
An Econometric Analysis of Veterans Health Care Utilization Using Two-part Models 0 0 1 57 1 2 12 258
An Empirical Analysis of Medicare-eligible Veterans' Demand for Outpatient Health Care Services 0 0 0 32 0 4 15 220
An Evaluation of the Index of Leading Indicators as Predictor of Cyclical Turning Points Using Markov Switching Model as Filter 0 0 0 0 1 1 7 507
Analyzing Three-Dimensional Panel Data of Forecasts 0 0 0 211 1 3 17 573
Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation 0 0 1 8 1 1 16 117
Bayesian Analysis of Nested Logit Model by Markov Chain Monte Carlo 0 0 0 119 1 3 20 408
Bayesian Reduced Rank Regression in SEMs with Weak Identification 0 0 0 3 1 1 14 278
Beware of Being Unaware: Racial Disparities in Chronic Illness in the US 0 0 0 22 3 3 12 211
Beware of Unawareness: Racial/Ethnic Disparities in Awareness of Chronic Diseases 0 0 0 15 2 2 9 93
Birthweight and Academic Achievement in Childhood 0 0 0 18 0 0 14 96
Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York 0 0 1 23 2 4 21 45
Comment on "Forecast Rationality Tests Based on Multi-Horizon Bounds" by Andrew Patton and Allan Timmermann. Journal of Business and Economic Statistics, No. 1, Vol. 30, 2012, pp.1-17 0 0 0 88 1 2 12 91
Comment on `Forecasting Economic and Financial Variables with Global VARs' by M. Hashem Pesaran, Till Schuermann and L. Venessa Smith 0 0 0 12 3 4 7 83
Confidence Bands for ROC Curves with Serially Dependent Data 0 0 0 45 5 6 10 85
Cycles in the Transportation Sector and the Aggregate Economy 0 0 0 258 1 3 13 1,038
Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers 0 0 1 44 3 3 19 120
Determinants of Consumer Sentiment: Evidence from Household Survey Data 0 0 1 111 1 4 29 279
Determinants of Multi-period Forecast Uncertainty Using a Panel of Density Forecasts 0 0 0 81 0 2 7 296
Diabetes and Labor Market Exits: Evidence from the Health & Retirement Study (HRS) 0 0 0 13 3 7 20 92
Early Warning System for Economic and Financial Risks in Kazakhstan 0 0 0 432 1 1 10 1,564
Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple clinical Indicators 0 0 3 43 4 4 19 171
Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners 0 0 0 62 4 6 19 267
Estimating macroeconomic uncertainty and discord using info-metrics 0 0 0 32 0 1 10 96
Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach 0 0 0 190 2 6 12 80
Examining the Education Gradient in Chronic Illness 0 0 1 19 1 1 8 90
Fetal Growth and Neurobehavioral Outcomes in Childhood 0 0 0 5 2 3 11 65
Forecasting Binary Outcomes 0 0 0 165 3 5 21 328
Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys 0 0 1 82 3 5 20 279
Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors 0 0 0 62 1 2 16 252
Getting the ROC into Sync 0 0 0 21 0 1 10 55
Health Inequality and Its Determinants in New York 0 0 0 23 3 5 14 131
Health Inequality and Its Determinants in New York 0 0 0 75 1 1 20 329
Heterogeneous Expectations among Professional Forecasters 0 0 1 5 6 10 43 54
Heterogeneous expectations among professional forecasters 0 0 0 5 1 2 13 25
How Far Ahead Can We Forecast? Evidence From Cross-country Surveys 0 0 0 62 1 3 13 210
How quickly do forecasters incorporate news? Evidence from cross-country surveys 0 0 0 48 2 3 12 228
Income-related health disparity and its determinants in New York state: racial/ethnic and geographical comparisons 0 0 0 34 2 2 13 208
Inefficiency in Social Security Trust Funds Forecasts 0 0 0 12 5 5 16 37
Infant Health and Academic Achievement in Childhood 0 0 0 4 4 4 7 62
Inflation Expectations in India: Learning from Household Tendency Surveys 0 0 0 76 0 0 11 249
International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts 0 0 0 56 3 4 12 98
Learning and Heterogeneity in GDP and Inflation Forecasts 0 0 0 66 3 6 14 184
Learning and heterogeneity in GDP and inflation forecasts 0 0 0 26 1 1 17 129
Machine Learning and Forecast Combination in Incomplete Panels 0 0 0 36 3 4 12 135
Measuring Forecast Uncertainty by Disagreement: The Missing Link 1 2 3 115 4 7 23 475
Measuring Forecast Uncertainty by Disagreement: The Missing Link 1 2 2 64 6 11 25 244
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 0 21 4 7 42 73
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 1 1 43 1 11 58 173
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 0 18 3 6 15 39
Modeling Multi-Period Inflation Uncertainty Using a Panel of Density Forcasts 0 0 0 32 1 3 15 206
Monthly Output Index for the U.S. Transportation Sector 0 0 0 140 0 1 20 743
Nowcasting US GDP: The role of ISM Business Surveys 1 2 3 170 6 8 36 542
On the Use of Density Forecasts to Identify Asymmetry in Forecasters' Loss Functions 0 0 0 36 2 4 13 111
Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited 0 0 1 45 2 9 27 188
ROC and PRC Approaches to Evaluate Recession Forecasts 0 1 1 2 0 2 16 31
Racial/Ethnic and Education-Related Disparities in Control of Risk Factors for Cardiovascular Disease among Diabetics 0 0 0 15 1 1 12 122
Should Transportation Output be Included as Part of the Coincident Indicators System? 0 0 0 9 1 2 8 82
Testing the Value of Probability Forecasts for Calibrated Combining 0 0 0 10 4 6 13 73
The Dynamics of Income-related Health Inequality among US Children 0 0 0 110 0 4 13 314
The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends 0 0 0 30 0 0 5 56
The Nordhaus Test with Many Zeros 0 0 0 7 2 4 16 42
The Nordhaus Test with Many Zeros 0 0 0 11 2 3 7 45
The Yield Spread Puzzle and the Information Content of SPF Forecasts 0 0 0 16 1 1 10 103
The yield spread puzzle and the information content of SPF forecasts 0 0 0 31 4 6 13 100
Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process 0 0 0 20 2 3 9 116
Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process 0 0 0 112 0 0 7 393
[Book Review of] Econometrics of inflationary expectations. Amsterdam, New York. 1981., Lahiri, Kajal: The 0 0 0 2 3 5 10 28
Total Working Papers 3 8 23 4,139 144 257 1,135 15,705


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparative Study of Alternative Methods of Quantifying Qualitative Survey Responses Using NAPM Data 0 0 0 0 2 3 17 796
A Comparison of Alternative Real Rate Estimates 0 0 0 0 0 0 4 57
A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 2 1 1 11 33
A Macroeconometric Model for Developing Countries 1 2 4 98 1 3 10 235
A Note on "Selection of Regressors." 0 0 0 22 2 2 10 70
A Panel Data Analysis of Productive Efficiency in Freestanding Health Clinics 0 0 0 0 3 4 11 158
A Structural Model Of Social Security'S Disability Determination Process 0 0 0 94 0 0 10 516
A computational algorithm for multiple equation models with panel data 0 0 0 56 1 1 3 100
A dynamic factor model of the coincident indicators for the US transportation sector 0 0 0 53 1 1 13 229
A further analysis of the conference board’s new Leading Economic Index 0 0 1 24 5 6 16 113
A joint study of expectations formation and the shifting Phillips curve 0 0 0 20 1 1 5 53
A model of Social Security Disability Insurance using matched SIPP/Administrative data 0 0 0 76 2 3 15 343
A new framework for analyzing survey forecasts using three-dimensional panel data 0 0 2 301 3 5 17 715
A non-linear forecast combination procedure for binary outcomes 0 0 0 6 2 2 10 50
A note on a theorem by Professor Chow 0 0 0 8 0 0 2 46
A note on the double k-class estimator in simultaneous equations 0 0 0 26 4 4 14 129
A tale of two recession-derivative indicators 0 0 0 0 1 2 16 23
Advances in Applied Econometrics 0 0 0 1 2 2 3 26
American Health-Adjusted Life Expectancy at Midlife: An Analysis Based on the Health and Retirement Study 0 0 0 6 0 0 5 22
An Empirical Study on the Econometric Implications of Rational Expectations Hypothesis 0 0 0 0 0 1 2 73
An econometric analysis of veterans’ health care utilization using two-part models 0 0 0 99 1 1 8 375
An econometric model of wastepaper recycling in the USA 0 0 0 48 1 1 6 136
An econometric study on the dynamics of urban spatial structure 0 0 0 27 2 3 8 115
Analysis of Panel Data 0 0 0 18 2 3 14 98
Are Some Forecasters Really Better than Others? A Note* 0 0 0 5 1 1 9 23
Asymptotic variance of Brier (skill) score in the presence of serial correlation 0 0 0 2 2 4 12 42
BEWARE OF BEING UNAWARE: RACIAL/ETHNIC DISPARITIES IN CHRONIC ILLNESS IN THE USA 0 0 0 0 2 2 9 51
BIRTH WEIGHT AND ACADEMIC ACHIEVEMENT IN CHILDHOOD 0 0 0 9 2 2 12 63
Bayesian analysis of nested logit model by Markov chain Monte Carlo 0 0 0 157 1 4 23 574
Bayesian forecasting in economics 0 0 0 42 2 2 7 100
Book Review of Business and Economic Forecasting: Analyzing and Interpreting Econometric Results 0 0 0 15 0 0 5 65
Book Review: Business Cycles and Depressions: An Encyclopedia, (ed.) 0 0 0 0 3 3 10 410
Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York 1 3 5 19 3 6 27 68
Comment 0 0 0 0 0 0 3 24
Comment 0 0 0 0 0 0 6 7
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 9 1 1 7 35
Confidence Bands for ROC Curves With Serially Dependent Data 1 1 2 14 1 2 14 71
Construction of leading economic index for recession prediction using vine copulas 0 0 0 8 0 1 13 38
Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers 0 0 1 27 0 0 17 105
Diabetes and labor market exits: Evidence from the Health & Retirement Study (HRS) 0 0 0 7 3 3 11 47
Dynamics of Asian Savings: The Role of Growth and Age Structure 1 1 2 40 3 3 8 108
ET INTERVIEW: PROFESSOR G.S. MADDALA 0 0 0 34 0 3 13 179
Economic indicators for the US transportation sector 1 1 2 30 2 2 18 191
Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple Clinical Indicators 0 0 1 11 0 0 17 96
Estimating Endogenous Ordered Response Panel Data Models with an Application to Income Gradient in Child Health 0 0 0 4 0 0 4 16
Estimating the variance of a combined forecast: Bootstrap-based approach 0 0 0 3 1 1 9 18
Estimation of a macroeconomic model with rational expectations and capital controls for developing countries 0 0 0 94 1 1 4 219
Evaluating probability forecasts for GDP declines using alternative methodologies 0 1 1 67 3 7 11 188
Evolution of forecast disagreement in a Bayesian learning model 0 0 2 124 1 6 23 440
Exact sampling distribution of the omitted variable estimator 0 0 0 8 1 1 6 57
Examining the education gradient in chronic illness 0 0 0 1 0 0 10 37
Fetal growth and neurobehavioral outcomes in childhood 0 0 0 2 4 4 10 59
Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors 0 0 0 16 0 1 8 78
Further consequences of viewing LIML as an iterated Aitken estimator 0 0 0 14 2 2 8 91
Getting the ROC into Sync 0 0 0 6 0 2 9 28
Government Policy Dynamics in Structural and Reduced Form Estimation 0 0 0 0 4 4 5 98
How far ahead can we forecast? Evidence from cross-country surveys 0 0 1 111 5 8 24 408
How quickly do forecasters incorporate news? Evidence from cross-country surveys 0 0 0 118 2 4 19 444
How quickly do forecasters incorporate news? Evidence from cross‐country surveys 0 0 0 1 1 2 6 16
Inefficiency in social security trust funds forecasts 0 0 1 3 1 3 9 19
Inflation expectations in India: Learning from household tendency surveys 0 0 3 43 1 3 20 135
Inflationary Expectations: Their Formation and Interest Rate Effects 0 0 0 39 1 3 6 160
Interest Rates and the Subjective Probability Distribution of Inflation Forecasts 0 0 0 143 1 1 11 775
Interest rate spreads as predictors of German inflation and business cycles 0 0 0 82 0 1 11 291
International propagation of shocks: A dynamic factor model using survey forecasts 0 0 1 5 1 2 11 47
Introduction 0 0 0 5 0 1 12 61
Joint estimation and testing for functional form and heteroskedasticity 0 0 0 38 2 4 10 107
Kajal Lahiri, Transportation Indicators and Business Cycles 0 0 0 16 2 2 4 101
Leading economic indicators: "A leading indicator of inflation based on interest rates" 0 0 0 51 0 0 7 186
Leading economic indicators: New approaches and forecasting record: Review of Lahiri K. and G. Moore (eds.), 1991, (Cambridge University press, Cambridge) 0 0 1 145 2 2 6 291
Leading economic indicators: New approaches and forecasting records: Kajal Lahiri and Geoffrey H. Moore, eds. 1992 (Cambridge University Press, Cambridge, UK), 464 pp., paperback [UK pound]15.95, US$22.95, ISBN 0-521-43858-6 0 0 0 206 1 1 7 462
Learning and heterogeneity in GDP and inflation forecasts 0 0 0 57 6 6 16 229
MCMC algorithms for two recent Bayesian limited information estimators 0 0 0 19 2 2 5 84
Measuring forecast uncertainty by disagreement: The missing link 1 2 4 134 4 11 39 534
Modeling Hedge Fund Returns: Selection, Nonlinearity and Managerial Efficiency 0 0 0 6 2 2 8 42
Modelling multi-period inflation uncertainty using a panel of density forecasts 0 0 0 89 0 0 12 405
Modelling multi‐period inflation uncertainty using a panel of density forecasts 0 0 0 0 1 4 11 20
More Flexible Use of Survey Data on Expectations in Macroeconomic Models 0 0 0 0 3 3 7 74
Multiperiod Predictions in Dynamic Models 0 0 0 9 0 0 6 59
Nowcasting US GDP: The role of ISM business surveys 1 2 2 70 6 8 36 326
On maximum likelihood estimation of functional form and heteroskedasticity 0 0 0 23 3 4 8 86
On the Estimation of Simultaneous-Equations Error-Components Models with an Application to a Model of Developing Country Foreign Trade 0 0 0 163 1 2 6 489
On the Estimation of Triangular Structural Systems 0 0 0 104 2 3 19 341
On the constancy of real interest rates 0 0 0 12 1 2 4 38
On the distribution function of various model selection criteria with stochastic regressors 0 0 0 8 0 1 5 72
On the estimation of inflationary expectations from qualitative responses 0 0 0 68 2 2 9 141
On the normality of probability distributions of inflation and GNP forecasts 0 0 1 43 2 2 13 163
Online learning and forecast combination in unbalanced panels 0 0 1 5 5 6 17 50
Optimal control, expectations and uncertainty: Sean Holly and Andrew Hughes Hallett, (Cambridge University Press, Cambridge, UK, 1989) pp. 244 0 0 0 26 2 2 6 129
Predicting binary outcomes based on the pair-copula construction 0 0 2 3 2 4 22 32
Price and income elasticities of demand for hospital care free of quality bias 0 0 0 14 2 2 8 58
Productive efficiency in processing social security disability claims: a look back at the 1989–95 surge 0 0 0 2 1 1 6 30
Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method 0 0 2 26 1 1 12 89
ROC and PRC Approaches to Evaluate Recession Forecasts 0 0 2 5 4 5 27 43
ROC approach to forecasting recessions using daily yield spreads 0 0 0 1 1 1 8 13
Racial/Ethnic Health Disparity in the U.S.: A Decomposition Analysis 0 0 0 6 1 1 10 37
Rational expectations and the Short-Run Phillips Curve reply and further results 0 0 0 17 1 1 4 78
Rational expectations and the short-run Phillips curves 0 0 0 13 1 1 4 45
Seasonality in U.S. disability applications, labor market, and the pandemic echoes 0 0 0 5 0 1 18 38
Should transportation output be included as part of the coincident indicators system? 0 0 0 11 2 3 10 73
Smoking Behavior of Older Adults: A Panel Data Analysis Using HRS 0 0 0 16 0 0 12 89
Specification Error Analysis with Stochastic Regressors 0 0 0 14 0 0 4 103
Subjective Probability Forecasts for Recessions 0 0 0 12 1 3 10 65
THE DYNAMICS OF INCOME‐RELATED HEALTH INEQUALITY AMONG AMERICAN CHILDREN 0 0 0 0 1 1 10 45
Testing for cointegration: Power versus frequency of observation -- another view 0 0 0 31 0 2 8 127
Testing for normality in a probit model with double selection 0 0 0 74 1 1 8 197
Testing the rational expectations hypothesis in a secondary materials market 0 0 0 13 2 2 8 70
Testing the value of probability forecasts for calibrated combining 0 0 0 3 2 4 10 40
The Estimation and Interpretation of Urban Density Gradients 0 0 0 0 0 0 4 151
The Nordhaus test with many zeros 0 0 1 4 1 1 7 42
The effect of smoking on health using a sequential self‐selection model 0 0 0 11 3 3 20 501
The predictive power of an experimental transportation output index 0 0 0 27 3 3 9 183
The value of probability forecasts as predictors of cyclical downturns 0 0 0 17 2 3 7 104
The yield spread puzzle and the information content of SPF forecasts 0 0 1 26 1 2 17 121
Value of Sample Separation Information in a Sequential Probit Model 1 1 1 9 3 4 13 51
When should we care about consumer sentiment? Evidence from linear and Markov-switching models 0 0 0 0 4 4 10 634
Total Journal Articles 8 14 47 3,955 182 268 1,254 17,981


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts 0 1 1 3 1 2 13 19
Chapter 1 Transportation Services Index (TSI) and Its Characteristics 0 0 0 1 2 4 24 26
Chapter 2 Composite Coincident Index of the Transportation Sector and Its Linkages to the Economy 0 0 0 0 3 3 11 11
Chapter 3 Leading Indicators for the U.S. Transportation Sector 0 0 0 1 1 2 10 14
Chapter 4 TSI as a Part of the Coincident Indicators System 0 0 0 0 1 1 5 6
Chapter 5 Transportation Indicators: Summary and Concluding Remarks 0 0 0 0 1 1 4 8
Do Federal Disability Insurance Participants Exaggerate Their Health Problems? A Study Using Anchoring Vignettes 0 0 0 2 1 2 10 20
Forecasting Binary Outcomes 0 0 1 94 3 8 33 385
Introduction 0 0 0 0 1 1 4 4
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity* 0 0 3 5 1 3 38 46
Total Chapters 0 1 5 106 15 27 152 539


Statistics updated 2026-11-12